-39.1%
ACM vs ZYBT
-58.4%
+19.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.4% | -3.1% |
| 7D | -3.7% | -3.7% | 0.0% | -3.7% |
| 30D | -12.7% | -12.8% | +0.1% | -12.7% |
| 3M | -9.8% | +76.2% | -86.0% | -9.7% |
| 6M | -31.4% | +109.3% | -140.7% | -31.7% |
| YTD | -32.1% | +36.5% | -68.6% | -32.1% |
| 1Y | -47.8% | -84.0% | +36.2% | -46.8% |
| All | -39.1% | -58.4% | +19.2% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZYBT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling